Syntax

Arguments

Settlement date. A serial date number or date character
vector. Settle must be earlier than Maturity.

Maturity

Maturity date. A serial date number or date character
vector.

IssueDate

Issue date. A serial date number or date character vector.

GrossRate

Gross coupon rate (including fees), in decimal.

PrepayMatrix

Customized prepayment matrix. A matrix of size max(TermRemaining)-by-NMBS.
Missing values are padded with NaNs. Each column
corresponds to a mortgage-backed security, and each row corresponds
to each month after settlement.